Pack external files - with photoshop files?
a bit late, but I think the best solution is to save those PSDs as TIFFs.
TIFF is apparently supported by Blender for Packing. And you can still place your .ai files in a TIFF file.
I am having the same issue right now, and all PSDs were't packed and appeared pink.
But all TIFFs are still there. So I think that should be a good workaround I think.